The movies are still being tested so I don't believe that the functionality was included in the 0.5 release. I didn't compile the release so I cannot say for sure though.
There are a few more dependencies needed to play the movies, but we should be able to include an additional section of the readme to allow for this.
Do you have access to the source code? if so you can try compiling the movie code in yourself. It needs some additional testing as I think I've found a problem linked to aligning the data but need to repeat the problem elsewhere.
I think we can probably release an additional binary which includes the movie code though.
The sound problem you mentioned doesn't sound familiar, so I cannot give any simple answers I'm afraid. It sounds like the SDL audio driver, but that's just a first impression. What distribution of Linux are you using, and what's your sound card? Do other SDL games play well?